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The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…
Passive source localization is often performed using time difference of arrival (TDOA) measurements, frequency difference of arrival (FDOA) measurements, direction of arrival (DOA) measurements, or a combination of all of these. For a…
Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…
We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…
This paper proposes an estimator that relaxes the conventional relevance condition in instrumental variable (IV) analyses. The method allows endogenous covariates to be weakly correlated, uncorrelated, or even mean-independent -- though not…
Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…
We consider the problem of optimal input design for estimating uncertain parameters in a discrete-time linear state space model, subject to simultaneous amplitude and l1/l2-norm constraints on the admissible inputs. We formulate this…
We investigate robust direction-of-arrival (DoA) estimation for sensor arrays operating in adverse weather conditions, where weather-induced distortions degrade estimation accuracy. Building on a physics-based $S$-matrix model established…
Machine learning is a promising technique for angle-of-arrival (AOA) estimation of waves impinging a sensor array. However, the majority of the methods proposed so far only consider a known, fixed number of impinging waves, i.e., a fixed…
This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…
We develop a new tensor model for slow-time multiple-input multiple output (MIMO) radar and apply it for joint direction-of-departure (DOD) and direction-of-arrival (DOA) estimation. This tensor model aims to exploit the independence of…
This paper introduces SMP-PHAT, which performs direction of arrival (DoA) of sound estimation with a microphone array by merging pairs of microphones that are parallel in space. This approach reduces the number of pairwise cross-correlation…
This work addresses the problem of direction-of-arrival (DOA) estimation in the presence of non-Gaussian, heavy-tailed, and spatially-colored interference. Conventionally, the interference is considered to be Gaussian-distributed and…
Graph-based variational methods have recently shown to be highly competitive for various classification problems of high-dimensional data, but are inherently difficult to handle from an optimization perspective. This paper proposes a convex…
Linear discriminant analysis (LDA) is a widely used technique for data classification. The method offers adequate performance in many classification problems, but it becomes inefficient when the data covariance matrix is ill-conditioned.…
Estimation of the direction-of-arrival (DOA) of sound sources is an important step in sound field analysis. Rigid spherical microphone arrays allow the calculation of a compact spherical harmonic representation of the sound field. A basic…
In recent years, semidefinite relaxations of common optimization problems in robotics have attracted growing attention due to their ability to provide globally optimal solutions. In many cases, it was shown that specific handcrafted…
Environmental noises cause the relaxation of quantum systems and decrease the precision of operations. Apprehending the relaxation mechanism via environmental noises is essential for building quantum technologies. Relaxations can be…
Distorted sensors could occur randomly and may lead to the breakdown of a sensor array system. We consider an array model within which a small number of sensors are distorted by unknown sensor gain and phase errors. With such an array…
This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…